POP3 download of emails sent to additional address

POP3 download of emails sent to additional address

I have added another email address to my Zoho account but have noticed that emails sent to this address do not download to Windows Live Mail.  I have Zoho POP3 enabled and I have configured WLM accurately i.e. can send and receive emails with my xxxxx@zoho.com address. Is this normal or have I missed something?
Thank you for any help received.